The zoo said it received a report of the incident Saturday, and thankfully, there were no injuries.
The zoo said it has a "zero-tolerance policy" for this type of behavior.
"This action was a serious violation and unlawful trespass that could have resulted in serious injury or death. Barriers and rules are in place to keep both visitors, staff, and animals safe," the zoo said in a statement.
The woman's identity is currently unknown.
The NYPD is in contact with the Bronx Zoo, and the zoo is in the process of filing a criminal trespass report.
The park told police that there is a moat with an approximately 14-foot drop between where the woman was standing in the video and the lion.